we definitely need more information about what is happening.
Is there an error message that gives some hints about what is happening?
Is the proxy explicitly configured in the application?
Can you see something in the access.logs?
Have you tried to identify the destination URL and tried to skip some filtering rules for this?
Have you tried to bypass the Client IP from some filtering rules to check if it is a specific filter blocking the request?
Without further information there is nothing we can do. There is no general "best practice" available for handling application specific issues, unfortunately.
Please share some more details to allow the community to better understand your problem.